Private Mills is one of the better Musketeer companions you will recruit. He can train Burst Fire, which is very helpful to make him a strong hitter. Give him either Burst Fire 2 and Quick Draw or Burst Fire 2 and Overwatch. Overwatch seems like the better choice, as the number of melee enemies in the game seems to outnumber the ranged ones; therefore, you won't be seeing too many chances for Quick Draw to activate. Overwatch, on the other hand, only requires an enemy to walk up to you, which you will find happening much more frequently. Also, a series of Burst Fire attacks can result from Overwatch...

Aim for whichever enemy is the largest threat during the fight. This is likely to be an enemy that makes its way to your front lines and is threatening your ranged units or yourself. It would be a good idea to aim for Buccaneers or Privateers, as they have low agility. The lower an enemy's agility is, the higher chance for Burst Fire to activate on them, which, in turn, results in them being taken out faster. As he is a Musketeer, you will want him to be shooting the enemy from as far of a distance as possible. He will take little damage but the enemy will take much more!